Importing an entire mysql database

I seem to be having a problem moving an entire database on to a new server. It is not large by any means. Only about 6 tables with with a relatively small amount of records. I think I may be missing a crucial step. Can anyone give me some breif instructions on how I should move it from one server to another. Is there a certain way I must prep the database before copying it onto the other server. Is there any special way I should be importing it on the new server? Thanks.